CBOT 10-Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 26-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2009 |
26-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
117-150 |
117-165 |
0-015 |
0.0% |
117-305 |
| High |
117-230 |
117-165 |
-0-065 |
-0.2% |
118-250 |
| Low |
117-150 |
116-295 |
-0-175 |
-0.5% |
117-150 |
| Close |
117-190 |
117-025 |
-0-165 |
-0.4% |
117-190 |
| Range |
0-080 |
0-190 |
0-110 |
137.5% |
1-100 |
| ATR |
0-159 |
0-163 |
0-004 |
2.5% |
0-000 |
| Volume |
847,646 |
837,447 |
-10,199 |
-1.2% |
3,830,964 |
|
| Daily Pivots for day following 26-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-305 |
118-195 |
117-130 |
|
| R3 |
118-115 |
118-005 |
117-077 |
|
| R2 |
117-245 |
117-245 |
117-060 |
|
| R1 |
117-135 |
117-135 |
117-042 |
117-095 |
| PP |
117-055 |
117-055 |
117-055 |
117-035 |
| S1 |
116-265 |
116-265 |
117-008 |
116-225 |
| S2 |
116-185 |
116-185 |
116-310 |
|
| S3 |
115-315 |
116-075 |
116-293 |
|
| S4 |
115-125 |
115-205 |
116-240 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-283 |
121-017 |
118-101 |
|
| R3 |
120-183 |
119-237 |
117-306 |
|
| R2 |
119-083 |
119-083 |
117-267 |
|
| R1 |
118-137 |
118-137 |
117-228 |
118-060 |
| PP |
117-303 |
117-303 |
117-303 |
117-265 |
| S1 |
117-037 |
117-037 |
117-152 |
116-280 |
| S2 |
116-203 |
116-203 |
117-113 |
|
| S3 |
115-103 |
115-257 |
117-074 |
|
| S4 |
114-003 |
114-157 |
116-279 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-250 |
116-295 |
1-275 |
1.6% |
0-109 |
0.3% |
8% |
False |
True |
791,152 |
| 10 |
118-310 |
116-295 |
2-015 |
1.7% |
0-098 |
0.3% |
8% |
False |
True |
752,769 |
| 20 |
119-235 |
116-295 |
2-260 |
2.4% |
0-127 |
0.3% |
6% |
False |
True |
816,232 |
| 40 |
119-235 |
116-200 |
3-035 |
2.7% |
0-142 |
0.4% |
15% |
False |
False |
770,895 |
| 60 |
119-235 |
113-080 |
6-155 |
5.5% |
0-101 |
0.3% |
59% |
False |
False |
539,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-012 |
|
2.618 |
119-022 |
|
1.618 |
118-152 |
|
1.000 |
118-035 |
|
0.618 |
117-282 |
|
HIGH |
117-165 |
|
0.618 |
117-092 |
|
0.500 |
117-070 |
|
0.382 |
117-048 |
|
LOW |
116-295 |
|
0.618 |
116-178 |
|
1.000 |
116-105 |
|
1.618 |
115-308 |
|
2.618 |
115-118 |
|
4.250 |
114-128 |
|
|
| Fisher Pivots for day following 26-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-070 |
117-160 |
| PP |
117-055 |
117-115 |
| S1 |
117-040 |
117-070 |
|